Performance of preliminary test estimators for error variance based on W, LR and LM tests (Q2219872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Performance of preliminary test estimators for error variance based on W, LR and LM tests |
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Performance of preliminary test estimators for error variance based on W, LR and LM tests (English)
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21 January 2021
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equality constraint
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error variance
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linear model
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preliminary test estimation
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restricted maximum likelihood estimator (RMLE)
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Wald (W) test
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likelihood ratio (LR) test
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Lagrangian multiplier (LM) test
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